Mostly Heavy IDEs comes with this features; so no need to do anything extra, just follow few steps. Rarely I used NetBeans and RAD 7.5 for the diagrams like UMLs and class Diagrams.
I guess Eclipse and MS Visual Studio also has this facility. I have not checked.
Following links may be useful for you.
http://msdn.microsoft.com/en-us/library/aa288743.aspx
http://www.codeproject.com/KB/cs/AutoDiagrammer.aspx
To create something exceptional
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